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You are the portfolio manager for a mutual fund. Your fund has an expected return of 15% with a standard deviation of 24% and the T-bill rate is 3%.
Your client chooses to invest 60% of her retirement pension in your fund and the remaining 40% in T-bills.
Std Dev Portfolio = 14.4% Expected Return Portfolio= 10.2% Sharpe Ratio Portfolio= .70833
a. Sketch the CAL (Capital Allocation Line) of your portfolio on an expected return-standard deviation diagram
b. what is the slope of the CAL?
c. where is your client on this sketch?
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